11 Answers

So the objective of this set is to be an unexpected sweeper. You use protect on the first turn, to see what stat boost you get with Moody. If you get an attack boost, you mega evolve and use explosion to pretty much OHKO what ever unlucky Pokemon stands in your way.

Calcs proving it:
(New ORAS megas can't be used in calcs yet, so I'll use regular Glalie with refrigerate)

As there is less than a 30% Chance (2/7=~28%) that either Attack state could be boosted at any given turn, this set is extremely unreliable and gimmicky at best. Also, get your facts straight, since both of its main attacks are suicidal, it's obviously not a sweeper. Shadow Ball is just random and pointless. The fact that Sheer Cold is more reliable just tells you why you shouldn't run this.

P. S. Charizard Maxed out lvl 55. I gave him a test at lvl 50. I had him go up against Will of the Elite 4's Bronzong. 1 earthquake and he was under half health, he used reflect, I finished him with Flamethrower!

Substitute gives nice protection, and works well with Disable.
Disable well, it disables the opponent lats moves which can be helpful especially since it's unexpetced on Glalie.
Ice Beam is solid STAB and hits pretty good damage.
Shadow Ball gives some neutral coverage there.

Glalie@Glalite (?)
252 Atk/252 Spd/4 Hp
Jolly/Adamant Nature
Ability: Ice Body --> Refrigerate
-Protect
-Ice Shard
-Earthquake
-Crunch
Protect because speed doesn't come into effect on the first urn of Mega-evolving.
Ice Shard for quick take downs.
Earthquake covers 3 of its weaknesses. (Fire, Rock and Steel)
Crunch is a filler move.
Too bad it doesn't get a Psychic-type move to cover its Fighting-type weakness. That can be a big downfall.
I hope this set brings victory to many! :D

Mega Glalie is honestly not that great by Mega Evolution standards and I'd rather use Moody, but we digress; it still has some tricks up its sleeves to make it interesting to run. Refrigerate Return is one of them, having a great 132 Base Power without drawbacks. Combined with 339 Attack it hits decently hard. Earthquake in the next slot; it's a good coverage move thanks to its high base power and ability to hit the fire and steel types that resist Return Super Effectively. However, Mega Glalie's list of viable coverage moves essentially ends there; all it has worthy of note are Iron Head and Crunch. Neither outdamage a neutral Return and the type coverage each give are far too sparse to be considered. The only thing Crunch hits are the Slowpoke twins and Jellicent and even then, the most common of the three, Slowbro, is just going to laugh off your attempts to get past it due to its high defense. Iron Head really only hits opposing Ice-Types, but Ice Types are so rare nowadays competitively that Glalie has better things to run. Ice Shard is one of them, providing utility for the team by revenge killing weakened threats. It's a shame it doesn't learn Quick Attack, though(But I want Extreme speed!) Spikes can be used instead if you don't think you'll be needing Ice Shard's services, as residual damage is a very nice thing to have and flying types don't readily enjoy Glalie. And now, well, well, we get to Explosion, which is awesome sauce; Explosion has a whopping 325 Base Power before STAB, and with STAB, almost has as much effective Base Power as it did in Gen IV. If you know Glalie is going to faint after taking another hit then just Explode, and watch things die. Let's be honest here, with 80/80/80 Defenses Glalie will only really be taking one hit at most before dying, and is very much capable of being OHKOed by a powerful unboosted Attack, so its not that big of a deal in the long run. At least let it take something down. On the bright side, it even stands a chance to OHKO a fully invested Skarmory.

Moody is an ability that is somewhat based on "Chance", but as a wise girl in Unova once said: Chance favors the prepared mind.
Hasty Nature.
Item:Leftovers
Ability:Moody
252HP, 6 Sp. At, 252 Speed

Substitute

Protect

Frost Breath

Earthquake

This set teaches you how to use moody and why it is banned in most metagames, although, it is still usable in standard formats, and over PSS, so you better bet it can be considered competitive there. The main thing about Moody is that no matter what, unless you have really, and I mean really bad luck, as long as it sits there long enough it's going to become game-breaking, the only question is how long. Glalie needs to be as flexible as possible to maximize how effectively it can use Moody. The more capably it does this, the more reliable it becomes. Sub+Protect serve the purpose of maximizing the amount of turns Glalie can receive boosts from Moody, and since how long Glalie receives boosts is crucial, it is the crux of this set. Glalie doesn't have a very high speed stat, but it's very important for Glalie to outspeed the opponent so it can setup a Substitute, so speed is maximized; a Hasty Nature is chosen because Glalie's Type is better on the special side than it is on the physical, and it is attacking on both fronts. Ice/Ground gives good coverage overall, but also, it lets Glalie attack in accordance of the boosts it receives, making it more efficient and less reliant on certain boosts. The essential rest of the EVs are placed into HP, simply because to invest in its offenses is essentially gambling that said stat will be useful that battle. HP is a much safer investment, as even if it loses one defensive stat it still has the other. Although, with Frost Breath, special Investment is justifiable.
Ice Beam is usually better than Frost Breath for most Pokemon, due to its Freeze Chance, perfect accuracy, and technical ability to score a critical hit(Deal 50% more damage than normal) However, Frost Breath is unaffected by negative stat boosts, which ensure that it will always be usable even if Moody is against its favor, making it preferred for Glalie.